Exponential characterizations motivated by the structure of order statistics in samples of size two

Motivated by the observation that for a sample of size two from an exponential distribution, the largest order statistic is distributed as a convolution of two independent exponential random variables with distributions differing only in their intensity or rate parameter, a spectrum of related characterizations of the exponential distribution are identified and verified.

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Year of publication:	2013
Authors:	Arnold, Barry C. ; Villasenor, Jose A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 2, p. 596-601
Publisher:	Elsevier
Subject:	Convolution \| Order statistics \| Functional equation \| Failure rate

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010602913